Mitsui Chemicals Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.79% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1604 | 25.71 | |
| 0.1000 | 41.32 | |
| 0.8739 | 329.41 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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